Choreographed distributed execution of programs

Techniques are described for managing creation and/or execution of distributed programs, such as for a group of multiple interrelated programs that are part of a service-oriented architecture or that otherwise interact during execution to provide a desired type of functionality. In at least some situations, the described techniques include performing decentralized choreographed distributed execution of a group of related programs, by using executing supervisor components for some or all such programs to manage execution-related behavior of the programs. The execution-related behavior that is managed by supervisor components for a group of programs may include, for example, managing interactions between the programs, managing run-time dependencies and other relationships between at least some of the programs, managing update strategies for updating some or all of the programs of the group while the group continues to provide functionality (e.g., performing updates in a defined serial or simultaneous manner), etc.